With auto_explain you end up producing multiple individual explains, one for each top-level query being executed. Each one produced by auto_explain which hooks into the point where a top-level query begins execution. Running explain directly on a top-level query doesn't establish any of the needed hooks to produce these additional explains. While those hooks could be installed the output for manual explain is the single query result sent to the client. How multiple explains could be combined into that single output channel would need to be figured out as well. While auto_explain uses the log file which is much simpler to use in this manner since each auto_explain can just be told to write its output to the log and not worry about any other considerations.
In short, there is no fundamental reason manual explain couldn't be improved along these lines.
